Aurora Acquisition Corp (AURC)

[BonelessCat]

Watch the ticker. Small fills at the ask or at a higher price, and bigger fills at lower prices. I noticed dozens of sales going through today in 200 to 5,000 share blocks at or close to bid and these sales immediately followed 5,000 to 50,000+ share range at higher prices. Larger orders take out a larger price range to fill. That leaves a gap. MMs, who want to walk down a price will hold orders off the que and insert them following a larger sale. To legitimize the lower price, they will fill small orders at bid. My favorite is when I try to buy at ask, and wait an hour, then change the price to split the bid/ask and it fills within a few minutes.